Skip to content

AGENTS.md

Latest commit

 

History

History
25 lines (17 loc) · 1.34 KB

AGENTS.md

File metadata and controls

25 lines (17 loc) · 1.34 KB
Raw

AGENTS.md

Haskell port of QuantLib. Single-package library: all code lives in src/ under the QuantLib.* namespace.

Commands

cabal build        # primary verification (this is all CI runs)
cabal test         # NOTE: test suite is a stub (one trivial property) — passing tests prove nothing
cabal run mctest   # Monte Carlo demo; prints histogram as CSV lines to stdout
  • CI (.drone.yml) builds with cabal on GHC 9.4.8. stack.yaml (lts-18.28, GHC 8.10) is stale — don't use stack.
  • Library builds with -Wall — fix warnings in code you touch.

Native dependencies

hmatrix / hmatrix-gsl / hmatrix-special require system BLAS, LAPACK, and GSL. On Debian (as in CI): apt install libblas-dev liblapack-dev libgsl-dev. Build fails at dependency setup if these are missing.

Gotchas

  • No automatic module discovery: new files must be added to exposed-modules or other-modules in hquantlib.cabal or they won't build.
  • Tests (src/Test.hs) and the demo (src/Tests/McTest.hs) live inside src/ (hs-source-dirs: src), not test//app/.
  • Date/calendar logic (DayCounter etc.) lives in the external hquantlib-time package (>= 0.0.5.1), not in this repo.
  • The optimize cabal flag (default: on) adds -funbox-strict-fields -fspec-constr -fdicts-cheap; disable with cabal build -f -optimize for faster iteration.